Handbook of Computational Statistics

Concepts and Methods



Editors: J.E. Gentle, W. Härdle and Y. Mori

Springer, 2004.

Contents

Part I: Computational Statistics

What is Computational Statistics - James E. Gentle, Wolfgang Härdle, Yuichi Mori

Part II: Statistical Computing

II.1. Basic Computational Algorithms - John Monahan
II.2. Random Number Generation - Pierre L´Ecuyer
II.3. MCMC Technology - Siddartha Chib
II.4. Numerical Linear Algebra - Lenka Cizkova, Pavel Cizek
II.5. The EM Algorithm - S.K. Ng, T. Krishnan, Geoffrey McLachlan
II.6. Stochastic Optimization - James C. Spall
II.7. Transforms in Statistics - Brani Vidakovic
II.8. Parallel Computing Techniques - Junji Nakano
II.9. Statistical Databases - Claus Boyens, Oliver Günther, Hans-Joachim Lenz
II.10. Interactive and Dynamic Graphics - Jürgen Symanzik
II.11. The Grammar of Graphics - Leland Wilkinson
II.12. Statistical User Interfaces - Sigbert Klinke
II.13. Object Oriented Computing - Miroslav Virius

Part III: Statistical Methodology

III.1. Model Selection - Yuedong Wang
III.2. Bootstrap and Resampling - Enno Mammen, Swagata Nandi
III.3. Simulation Techniques - Jack Kleijnen
III.4. Multivariate Density Estimation and Visualization - David Scott
III.5. Smoothing: Local Regression Techniques - Catherine Loader
III.6.Dimension Reduction Methods - Masahiro Mizuta
III.7. Generalized Linear Models - Marlene Müller
III.8. (Non) linear Regression Modelling - Pavel Cizek
III.9. Robustness Statistics - Ursula Gather, P. Laurie Davies
III.10. Semiparametric Models - Joel Horowitz
III.11. Bayesian Computational Methods - Christian Robert
III.12. Computational Methods in Survival Analysis - Toshinari Kamakura
III.13. Data and Knowledge Mining - Adalbert Wilhelm
III.14. Recursive Partitioning and Tree-based Methods -Heping Zhang
III.15. Support Vector Machines - David Tax, Christin Schäfer, Pavel Laskov, Sebastian Mika, Klaus-Robert Müller
III.16. Bagging, Boosting and Ensemble Methods - Peter Bühlmann

Part IV: Selected Applications

IV.1. Heavy-tailed Distributions in Finance - Rafal Weron
IV.2. Econometrics - Luc Bauwens, Jeroen V.K. Rombouts
IV.3. Statistical and Computational Geometry of Biomolecular Structure - Iosif Vaisman
IV.4. Functional Magnetic Resonance Imaging - William F. Eddy, Rebecca L. McNamee
IV.5. Network Intrusion Detection - David Marchette